# Keyword Index

## GAUSSTM Keywords

 Features/ Functions Where to Find ANOVA Gaussx ARCH, GARCH Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak ARFIMA Gaussx | LikPak ARMA, ARIMA Time Series MT | TSM | FANPAC MT | Gaussx | LikPak Automatic/Algorithmic Derivatives AD | Gaussx Autoregression Time Series MT | Gaussx Bayesian analysis, Bayesian estimation Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx Bessel functions GAUSS Bitwise operations Gaussx Black & Scholes model GAUSS Bootstrap Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx | TSM Bounds constraints Constrained Maximum Likelihood MT | Maximum Likelihood MT | Linear Regression MT Box-Cox FANPAC MT | Gaussx | LikPak Cholesky factorization GAUSS Cluster analysis Gaussx Cointegration models COINT | Time Series MT Constrained least squares Constrained Maximum Likelihood MT | Gaussx Constrained model, including:linear equality constraints, linear inequality constraints, nonlinear equality constraints, nonlinear inequality constraints, bounds Constrained Maximum Likelihood MT | Gaussx Contingency tables Descriptive Statistics MT Correlation dimension Gaussx Crosstabs Descriptive Statistics MT | Gaussx Cumulative density functions, Cumulative distribution functions GAUSS | Gaussx Curve fitting CurveFit Data generation process Gaussx | LikPak Data transfer Gaussx | Stat/Transfer DBDC model Gaussx | LikPak Descriptive statistics GAUSS | Descriptive Statistics MT | Gaussx Denoise (Wavelet) Gaussx Differential equations SimGauss Divisia Gaussx Duration models Maximum Likelihood MT | Gaussx ECM Models Time Series MT Econometric tests Constrained Maximum Likelihood MT | Descriptive Statistics MT | Linear Regression MT | Maximum Likelihood MT | Gaussx | LikPak Eigensystems GAUSS Equation solution - linear GAUSS | Gaussx Equation solution - nonlinear Nonlinear Equations MT | Gaussx Error correction model Time Series MT | Gaussx Event count analysis Maximum Likelihood MT Exponential Weighted Moving Average GAUSS Exponential smoothing Gaussx | LikPak Factorizations GAUSS FFTs GAUSS | Gaussx Filter Gaussx Forecasting Time Series MT (ARIMA) | Gaussx | FANPAC MT FIML (full information maximum likelihood) Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx Financial models FANPAC MT Frequencies Gaussx Frontier production model Gaussx GARCH Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak GAU support Gaussx Generalized disjunctivel programming GENO General linear model GAUSS Generalized SVD, Schur, eigenvalues GAUSS Genetic algorithm Gaussx | GENO Genetic engineering GENO Gibbs sampling, Gini Coefficients, Global Optimization, GMM (generalized method of moments) Gaussx Graphics GAUSS | Gaussx | IGX Hazard models Gaussx Heckit model Gaussx Heteroscedasticity (quasi-maximum likelihood) Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx Hypothesis testing Constrained Maximum Likelihood MT | Gaussx Interpolation GAUSS | Gaussx Inverse cumulative density functions GAUSS | Gaussx Kalman filter Gaussx | TSM Kernel density plots Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT Lapack functions GAUSS Least squares - linear 2-stage and 3-stage Linear Regression MT | Gaussx Least squares - nonlinear 2-stage and 3-stage Gaussx | LikPak Likelihood profile traces Constrained Maximum Likelihood MT | Maximum Likelihood MT | CurveFit Limited dependent variables Discrete Choice | Time Series MT | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx Linear equation solution GAUSS | Gaussx Linear programming Linear Programming MT | Gaussx | GENO Loess GAUSS Logit, Logit regression GAUSS | Discrete Choice | Gaussx | LikPak Loglinear models Loglinear Analysis MT | Gaussx LU factorization GAUSS Lyapunov exponent Gaussx Maple, Mathematica hooks Gaussx Markov chain monte carlo, Markov switching model Gaussx | LikPak Markowitz asset allocation analysis FANPAC MT | Gaussx | Constrained Optimization MT Maximum entropy Gaussx Maximum likelihood Constrained Maximum Likelihood MT | Maximum Likelihood MT | TSM | Gaussx
 Features/ Functions Where to Find Missing data GAUSS Data Tool | Amelia | Gaussx Mixed integer programming GENO MNL model Discrete Choice | Gaussx | LikPak MNP model Gaussx | LikPak MonteCarlo simulation Gaussx Moving Average GAUSS Mps files Linear Programming MT Multinomial logit Discrete Choice | Gaussx | LikPak Multinomial probit Discrete Choice | Gaussx | LikPak Multi-criteria programming, Multi-objective programming GENO Multiple response optimization Gaussx Multivariate models FANPAC MT | Gaussx | Loglinear Analysis MT Multivariate time series Time Series MT | FANPAC MT | Gaussx Murphy Topel correction Gaussx Negative binomial process LikPak Nelder Meade, Neural Networks, Newey West Gaussx Nonlinear dynamic simulation SimGauss NLP (nonlinear programming) Constrained Optimization MT | GAUSS | GENO Nonlinear regression CurveFit | Gaussx Nonlinear systems of equations Nonlinear Equations | CurveFit | GAUSS | Gaussx Nonparametric regression, Nonparametric tests Gaussx| LikPak Nonstationary time series COINT Numerical gradient, Hessian GAUSS | Gaussx ODBC GAUSS | Stat/Transfer Optimization Optimization MT | Constrained Optimization MT | GAUSS | Gaussx Optimization of Dynamic Nonlinear systems SimGauss | Optimization MT Options pricing GAUSS Ordered logit, probit Discrete Choice | Gaussx | LikPak Panel data Time Series MT Parallel loops GAUSS Parameter Fitting for Dynamic Nonlinear systems SimGauss | Maximum Likelihood MT Parametric tests Descriptive Statistics MT | Linear Regression MT | Gaussx Partial Least Squares Gaussx Poisson process LikPak Poisson regression Discrete Choice | Maximum Likelihood MT | Gaussx Polynomial distributed lag Gaussx Principle Components GAUSS Probability density functions GAUSS | Gaussx Probit, Probit regression Discrete Choice | Gaussx | LikPak Profile t traces Constrained Maximum Likelihood MT | Maximum Likelihood MT | CurveFit Programming models Constrained Optimization MT | Linear Programming MT QR factorization GAUSS Quadratic programming GAUSS Quasi-maximum likelihood (QML) Constrained Maximum Likelihood MT | Maximum Likelihood MT Quasi random variables GAUSS | Gaussx Random variables Gaussx Regression, least squares GAUSS | Gaussx Residuals analysis Linear Regression MT Response Surface Analysis Gaussx Robust estimation Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx Sample selection Gaussx Schur factorization GAUSS SUR (seemingly unrelated regression) Linear Regression MT | Gaussx Sequential quadratic programming Constrained Maximum Likelihood MT | Constrained Optimization MT | Gaussx Simulated annealing Gaussx Simulation (Dynamic) SimGauss Simultaneous equations Gaussx Singular value decomposition GAUSS | Gaussx Social network analysis SNAP Sparse matrices GAUSS | Linear Programming MT Spectral analysis Gaussx | TSM Splines, line and surface GAUSS Spreadsheets GAUSS | GAUSS Data Tool | Gaussx SSM (state space model) TSM | SSATS Statistical processes LikPak Stochastic volatility process Gaussx | LikPak Survival models Gaussx Symbolic algebra Symbolic Tools Systems of differential equations SimGauss Tabulate Descriptive Statistics MT | Gaussx Tests Constrained Maximum Likelihood MT | Descriptive Statistics MT | Linear Regression MT | Gaussx Three stage least squares Linear Regression MT | Gaussx Time-frequency analysis TSM Time series TSM | Time Series MT | COINT | Gaussx | SimGauss | FANPAC MT Time series - cross sectional regression Time Series MT Timer Gaussx Tobit regression Constrained Maximum Likelihood MT | Gaussx Transfer functions Gaussx Trust region Constrained Maximum Likelihood MT | Gaussx 2 Point Boundary Value Problems for Non-linear Dynamic Systems SimGauss | Nonlinear Equations MT Two stage least squares Linear Regression MT | Gaussx Univariate models TSM | CurveFit Unconstrained optimization Optimization MT | GAUSS | Gaussx VAR (vector autoregressive models) TSM | Gaussx | Time Series MT VARMA models Time Series MT VARMA, VARMAX Time Series MT | Gaussx | LikPak Wavelet analysis, wavelet packet analysis TSM Weighted models Constrained Maximum Likelihood MT | Maximum Likelihood MT | Curve Fit | Gaussx Welfare analysis Gaussx Whittle process Gaussx | LikPak

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